Morgan Stanley Put 75 NDA 20.12.2024
/ DE000MG2RLB2
Morgan Stanley Put 75 NDA 20.12.2.../ DE000MG2RLB2 /
| 11/11/2024 17:22:33 |
Chg.0.00 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
75.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
MG2RLB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-36.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
-6.70 |
| Time value: |
2.25 |
| Break-even: |
72.75 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.25 |
| Spread %: |
12.50% |
| Delta: |
-0.26 |
| Theta: |
-0.05 |
| Omega: |
-9.52 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.74 |
| High: |
1.99 |
| Low: |
1.74 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.96% |
| 1 Month |
|
|
-72.51% |
| 3 Months |
|
|
-70.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
1.91 |
| 1M High / 1M Low: |
7.72 |
1.91 |
| 6M High / 6M Low: |
7.72 |
1.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.09% |
| Volatility 6M: |
|
181.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
